Related papers: Partially observed Markov random fields are variab…
We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
We prove an invariance principle for non-stationary random processes and establish a rate of convergence under a new type of mixing condition. The dependence is exponentially decaying in the gap between the past and the future and is…
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…
We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically…
In this paper, we propose a class of quantum Markov fields QMF on a graphs $G= (V,E)$. The Markov structure of the considered QMF is investigated in the finer structure of a quasi-local algebrav $\mathcal{A}_V$ of observables based over a…
The derivation of effective macroscopic theories approximating microscopic systems of interacting particles is a major question in non-equilibrium statistical mechanics. In these notes we present an approximation of systems made by many…
We construct marked Gibbs point processes in $\mathbb{R}^d$ under quite general assumptions. Firstly, we allow for interaction functionals that may be unbounded and whose range is not assumed to be uniformly bounded. Indeed, our typical…
In this paper, we show several rigorous results on the phase transition of Finitary Random Interlacement (FRI). For the high intensity regime, we show the existence of a critical fiber length, and give the exact asymptotic of it as…
We comment on the recent work by Yamaguchi and Barr\'e [Phys. Rev. E 107, 054203 (2023)], which uses linear stability analysis of the Vlasov equation to characterize phase transitions in a generalized Hamiltonian Mean Field (gHMF) model. By…
We present a short introduction into the framework of piecewise deterministic Markov processes. We illustrate the abstract mathematical setting with a series of examples related to dispersal of biological systems, cell cycle models, gene…
We present Vector-Space Markov Random Fields (VS-MRFs), a novel class of undirected graphical models where each variable can belong to an arbitrary vector space. VS-MRFs generalize a recent line of work on scalar-valued, uni-parameter…
We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dimensional collective variables given by the shares of each…
We report the existence of a large set of ferromagnetic scarred states in the one-dimensional transverse-field Ising model with long-range interactions, in a regime with no ferromagnetic phase at finite temperature. These scarred states are…
A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…
We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…
In this paper, we attempt to shed light on a new class of nonstationary random fields which exhibit, what we call, local invariant nonstationarity. We argue that the local invariant property has a special interaction with a new generalized…
We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…
We investigate the dynamical properties of the XY spin 1/2 chain with infinite-range transverse interactions and find a dynamical phase transition with a chaotic dynamical phase. In the latter, we find non-vanishing finite-time Lyapunov…